Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 26 Apr 2024 18:13:37 +0000
Problem with study data being replaced with zeroes when chart tagged for recalculation
View Count: 806
| [2015-11-28 05:18:02] |
| User941434 - Posts: 39 |
|
I have a "spreadsheet system for trading" for a chart in a chartbook that has a study output for "Time and Sales Bid & Ask" output at columns AA and AB. There is also a "Study Price/Overlay" for another chart(for a different stock symbol) that outputs the "Time and Sales Bid & Ask" study for the second stock at columns AD and AE. Every time the chart is tagged for recalculation all the bid and ask prices in all the rows in columns AA though AE get replaced with zeroes? Is there anyway to copy and paste these columns as values in the spreadsheet or protect them in some way so they do not get recalculated with the Main Price graph data columns when a chart is tagged for recalculation? I am using moving averages on these two studies in columns AA-AE so when the cells in columns AA-AE get turned to zeroes each morning when I load SC it reeks havoc on my trading model. Thanks! |
| [2015-11-30 00:44:16] |
| |
|
Every time the chart is tagged for recalculation all the bid and ask prices in all the rows in columns AA though AE get replaced with zeroes? Many of the rows could be zeroed, but not all of them. What is the Number of Rows input setting for the Spreadsheet study set to? Is there anyway to copy and paste these columns as values in the spreadsheet or protect them in some way so they do not get recalculated with the Main Price graph data columns when a chart is tagged for recalculation? No but there are other solutions. The most reliable solution is to use the Bid and Ask Prices study on chart bars that are set to 1 Number of Trades Per Bar. This is documented here: http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s355 Another thing which may be a solution is to use the -BIDASK data recording suffix: http://www.sierrachart.com/index.php?page=doc/doc_RecordingModes.php Although we have not tested the above to see if it will work exactly like you require and how best to configure the chart to give you the result you need. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-12-01 08:01:18
|
| [2015-12-01 06:31:46] |
| User941434 - Posts: 39 |
|
You are correct, I did restart an instance of SC that is why the Time and Sales Bid and Ask study that output to my spreadsheet columns were all zero - even in row 3. When I re-visited this issue and compared before and after recalculation of the chart (rather than closing and opening the chartbook)I still had a weird result. The same row number cells for Time and Sales Bid and Ask study did not match and were way off the prices for the Bid & Ask Prices study for the same symbol? They were off by over 50cents per share on average for a $100 stock, and there were only half of the entries. In answer to your question above I have 7000 rows in my spreadsheet for trading. I will try the data recording suffix method you suggest as my goal is to have the bid ask data from "quotes" data rather than from "trade" data. The reason for this is that I am trying to compare bid and ask prices for two different stocks, one of which trades infrequently so the trade data is not sufficient for my trading model. |
| [2015-12-01 08:05:53] |
| |
|
The same row number cells for Time and Sales Bid and Ask study did not match and were way off the prices for the Bid & Ask Prices study for the same symbol?
At each chart column or Spreadsheet row, these two studies are definitely not going to match at all. The Bid and Ask Prices study only records the current Bid and Ask at every trade. Not every Bid and Ask update.Also check the Number of Time and Sales Records setting in Global Settings >> Data/Trade Service settings. You may want to increase that. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: